By Associate Professor Feng Chen

Journal articles

Chen F; Huggins RM; Yip PSF; Lam E, 2008, 'Local polynomial estimation of Poisson intensities in the presence of reporting delays', Journal of the Royal Statistical Society Series C - Applied Statistics, 57, pp. 447 - 459

Chen F; Huggins RM; Yip PS; Lam KF, 2008, 'Nonparametric estimation of multiplicative counting process intensity functions with an application to the Beijing SARS epidemic', Communications in Statistics - Theory and Methods, 37, pp. 294 - 306

Feng C; Zhu J; Li Z, 2008, 'Upper bounds for the ruin probabilities of the entrance-based risk model', Communications in Statistics - Theory and Methods, 37, pp. 2634 - 2652, http://dx.doi.org/10.1080/03610920801942447

Li Z; Zhu J; Feng C, 2005, 'Study of a risk model based on the entrance process', Statistics and Probability Letters, 72, pp. 1 - 10, http://dx.doi.org/10.1016/j.spl.2004.10.028

Conference Papers

Tan WH; Chen F, 2022, 'On the Choice of Functionals Obtained from the Predictive Distribution of Future Retweet Counts', Pahang, Malaysia, presented at 3rd International Conference on Applied & Industrial Mathematics and Statistics 2022, Pahang, Malaysia, 24 August 2022 - 26 August 2022

Conference Presentations

Chen F, 2007, 'Local Polynomial Estimation of Counting Process Intensities', presented at 56th Session of the ISI, Lisbon, Portugal

Software / Code

Stindl T, 2018, Multivariate Renewal Hawkes Process, CRAN, R Package, Published: 15 August 2018, Software / Code, https://cran.r-project.org/web/packages/MRHawkes/index.html

Stindl T, 2017, Renewal Hawkes Process, CRAN, R Package, Published: 16 November 2017, Software / Code, https://cran.r-project.org/web/packages/RHawkes/index.html

Chen F, 2016, Inhomogeneous Self-Exciting Process, CRAN, R package, Published: 18 August 2016, Software / Code, https://cran.r-project.org/package=IHSEP

Chen F, 2015, Fitting a CoxSEI Model, CRAN, R package, Published: 04 February 2015, Software / Code, https://cran.r-project.org/package=coxsei

Chen F, 2014, Integral of B-Spline Functions, CRAN, R package, Published: 14 April 2014, Software / Code, https://cran.r-project.org/package=ibs

Chen F, 2012, Local polynomial estimators of intensity function or its derivatives, CRAN, R package, Published: 25 September 2012, Software / Code, https://cran.r-project.org/package=lpint

Preprints

Lambe JJ; Chen F; Stindl T; Kwan T-KJ, 2025, Neural Networks for Parameter Estimation of the Discretely Observed Hawkes Process, http://dx.doi.org/10.48550/arxiv.2506.01258

Lambe JJ; Chen F; Stindl T; Kwan T-KJ, 2025, Fitting multivariate Hawkes processes to interval count data with an application to terrorist activity modelling -- a particle Markov chain Monte Carlo approach, http://dx.doi.org/10.48550/arxiv.2503.18351

Kwan T-KJ; Chen F; Dunsmuir W, 2024, Likelihood inference of the non-stationary Hawkes process with non-exponential kernel, http://arxiv.org/abs/2408.09710v1

Chen F; Kwan J; Stindl T, 2024, Estimating the Hawkes process from a discretely observed sample path, http://dx.doi.org/10.48550/arxiv.2401.11075

Xuan H; Maestrini L; Chen F; Grazian C, 2023, Stochastic Variational Inference for GARCH Models, http://dx.doi.org/10.48550/arxiv.2308.14952

Xuan H; Maestrini L; Chen F; Grazian C, 2023, Stochastic Variational Inference for GARCH Models, http://dx.doi.org/10.21203/rs.3.rs-3229376/v1

Stindl T; Chen F, 2022, Stochastic declustering of earthquakes with the spatiotemporal RETAS model, http://dx.doi.org/10.48550/arxiv.2207.01816

Stindl T; Chen F, 2021, Spatiotemporal ETAS model with a renewal main-shock arrival process, http://dx.doi.org/10.48550/arxiv.2112.07861

Chen F; Tan WH, 2018, Marked Self-Exciting Point Process Modelling of Information Diffusion on Twitter, http://arxiv.org/abs/1802.09304v2

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